ISDA, GFMA & IIF further response to the BCBS Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures"

On November 14, the International Swaps and Derivatives Association, Inc (“ISDA”), the Global Financial Markets Association (“GFMA”) and the Institute of International Finance (“IIF”) (together “the Associations”) sent a further response to the Basel Committee on Banking Supervision (BCBS) Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures" (June 2013) related to the Definition of Notional Amounts.

Documents (1) for ISDA, GFMA & IIF further response to the BCBS Consultative Document "The non-internal model method for capitalizing counterparty credit risk exposures"

Safe, Efficient Markets for SFTs

Securities financing transactions (SFTs) – including repurchase agreements (repo), securities lending, buy/sell backs and margin lending – are foundational to the functioning of modern financial markets. They support the day-to-day distribution of liquidity, enable collateral to move efficiently across cash...

ISDA Recommendations to Simplify EU Regulation

On March 9, ISDA submitted a paper to the European Commission setting out focused proposals to improve the functioning of the EU regulatory framework for derivatives. The paper comprises eight targeted recommendations to simplify selected Level 1 provisions in a...